105.674 AKFVM Seminar in Mathematical Finance and Probability
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2021S, SE, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: SE Seminar
  • Format: Distance Learning

Learning outcomes

After successful completion of the course, students are able to...

read up on a scientific (mathematical) topic and work scientifically with their acquired knowledge,
specify topics they have not yet mastered and acquire them by using scientific literature,
present scientific results

Subject of course

Arbitrage theory, incomplete financial markets, utility maximization, market imperfections, credit and interest rate risk, various other current research topics.

Teaching methods

seminar talks

Mode of examination

Immanent

Additional information

Research Seminar:
This is primarily a research seminar for the presentation of scientific work of guests, employees and PhD students. Listeners are always welcome.

Announcement:
Talks are announced on the webpage of the Vienna Seminar in Mathematical Finance and Probability: https://fam.tuwien.ac.at/vs-mfp/ (joint seminar of UniVie, WU Wien and TU Wien), and through the FAM-news mailinglist (https://fam.tuwien.ac.at/mailman/listinfo/fam-news).

Master students:
For presentations of students at the end of their masters study the following seminars are intended:
105.029 AKFVM Ausgewählte Kapitel der Finanz- und Versicherungsmathematik
(Sommersemester, SE, 2.0 h, 3.0 ECTS)
105.051 AKFVM Versicherungs- und Finanzmathematik (Wintersemester, SE, 2.0 h, 3.0 ECTS)

 

Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)

Lecturers

Institute

Examination modalities

seminar talks

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Miscellaneous

Language

English